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OPTIONS |
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| Organisation | Title | Description |
| Asian options, Average Options | ||
| Glossary Asian Option | Asian Option | Definition |
| OxForex | Average Rate Options (FX) | Definition, example |
| ifci | Average Price or Rate Option (APO, ARO) | Definition |
| Investment.Com | Asian Option | Definition |
| Investor Words investing glossary dictionary of investment terms | InvestorWords investing glossary dictionary of investment terms | Definition (with links to other terms) |
| In-The-Money - derivatives, futures, options, derivatives, options | Asian Option | Definition with link to another calculator |
| HKEx | Option calculator | Calculator (not specific for certain models) |
| MathFinance | Option Calculator | Calculator (with different models) |
| KBC Financial Derivatives (OptionLab) | Asian Option | Calculator |
| Solution133.com | Asian Option | Calculation (FAS 133) |
| CSIRO Australia | Asian Option | Formula |
| San-Lin Chung, Mark Shackleton, Rafal Wojakowski, University of Lancaster | Efficient quadratic approximation of floating strike Asian option values | Research Paper |
| Michael Schröder, Universität Mannheim | On The Valuation of Arithmetic-Average Asian Options: Integral Representations | Research Paper |
| RPF-249, Research Program in Finance Working Papers, University of California at Berkeley | A Variable Reduction Technique for Pricing Average-Rate Options | Research Paper |
| THE WHARTON FINANCIAL INSTITUTIONS CENTER | An Asian Option Approach to the Valuation of Insurance Futures Contracts | Research Paper |
| F J Vazquez-Abad and D Dufresne, Department of Economics, University of Melbourne | Accelerated simulation for pricing Asian Options | Research Paper |
| D Dufresne, Department of Economics, University of Melbourne | An affine property of the reciprocal Asian Option process | Research Paper |
| Stephen A. Easton, The Australian Graduate School of Management | Valuing Bonds with Embedded Average Price Options | Abstract |
| NAG The Numerical Algorithms Group | Pricing continuous and discrete Asian option | Case Study 10, December 1998 |
| Equity Analytics, Ltd | Nikkei 225 Stock Average Futures and Options Contract Specifications | n.a. |
| Saddle River Futures Trading Group | Traded Average Price Options | n.a. |
| Binary Options, Digital Options, All-or-nothing Options | ||
| Contingency Analysis | Glossary Binary Option | Definition |
| In-The-Money - derivatives, futures, options, derivatives, options | Binary Option | Definition with link to another calculator |
| ifci | Binary Option | Definition |
| Dr. Arlyn R. Rubash | Binary Option | Definition |
| n.a. | Digital Options | Definition |
| Giulio M. Occhionero | Successful Trading of Digital Options | Example |
| Working Papers in Economics | Exploding hedging errors for digital options | Working Paper |
| Barrier Options, Trigger Options, Limit Options, Knout-in Options (Down-and-in, Up-and-in), Knout-out Options (Down-and-out, Up-and-out) | ||
| DERIVATIVES R US | DERIVATIVES R US - Barrier Options V1, N20 | Definition (fully explained, with example) |
| In-The-Money - derivatives, futures, options, derivatives, options | Barrier Option | Definition with link to other calculators |
| OzForex | Knock In Options | Definition,example |
| OzForex | KnockOut Options | Definition,example |
| ifci | Barrier Option | Definition |
| Contingency Analysis | Glossary Barrier Option | Definition |
| n.a. | FX Knock-In Options | Definition |
| n.a. | FX Knockout Options | Definition |
| Vector Enumeration Programs, version 3.04 | Limit Options | Definition |
| CSIRO Australia | Two Assets Barrier Option | Formula |
| KBC Financial Derivatives (OptionLab) | Barrier Option | Calculator |
| Klaus Bjerre Toft and Changneng Xuan, IAFE | How Well Can Barrier Options Be Hedged by a Static Portfolio of Standard Options? | Journal of Financial
Engineering Abstracts of Papers in Recent Issues |
| Lookback Options | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Lookback Option | Definition with link to another calculator |
| IntradayTrader.com | Lookback Option | Definition |
| ifci | Lookback Option | Definition |
| n.a. | Lookback Options | Definition |
| CSIRO Australia | Lookback Option | Formula |
| Chrysolite.com online option pricer -- rubric | LookBack Option | Model Description |
| KBC Financial Derivatives (OptionLab) | Lookback Option | Calculator |
| DerivativesModels.com | LookBack Option | Calculator |
| Rainbow Options, Multi Asset Options (Better-off, Worse off, Outperformance, and Max-min Options) | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Rainbow Option | Definition |
| ifci | Rainbow Option | Definition |
| Solution133.com | Rainbow Option | Calculation (FAS 133) |
| Department of
Economics Lund University, Hans Bystrom |
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts | Working paper |
| Parisian Options | ||
| CSIRO Australia |
Parisian Option | Formula |
| Oxford Financial Research Centre | Parisian Option | Research Paper |
| International Journal of Theoretical and
Applied Finance Vol. 2, No. 1 (1999) 1-16 |
PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD | Research Paper |
| Rich Haber, Philipp Schonbucher and Paul Wilmott | Parisian Options (pdf zip) | Working Paper |
| ECMI NEWSLETTER | Parisian Options | Case Example |
| Vanilla Options | ||
| OzForex | Calls/Puts | Definition, example |
| Forex Directory | Fx Vanilla Currency Option Glossary | Definition |
| WallStreetView.com | Vanilla Option | Definition |
| HKEx | Common Option Strategies Overview | Option Strategies |
| www.aadsoft.com | Volatility strategies | Option Strategies |
| www.aadsoft.com | Directional trading strategies | Option Strategies |
| www.aadsoft.com | Hedging strategies | Option Strategies |
| ifci | Trading Strategies | Option Strategies |
| ifci | Hedging | Option Strategies |
| Solution133.com | Vanilla Option | Calculation FAS (133) |
| Wolfarm Research | Vanilla European Option Calculator | Calculator |
| Wingate Financial Engineering Pty Ltd | Vanilla option Monte Carlo demonstration | Calculator, notes, graph |
| Shout Options | ||
| n.a. | Shout Options | Definition |
| KBC Financial Derivatives (OptionLab) | Shout Option | Calculator |
| Others | ||
|
TheOpt!™The Option Pricing Tool™ |
TheOpt! - The Option Pricing Tool | Calculator (free software) |
| Snowgold | Snowgold Option Calculator | Calculator (free software and, graph) |